+7.4%
DASH vs SCCO
+316.1%
-308.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | -10.6% | -5.3% | -5.3% | -9.0% |
| 30D | +2.2% | +2.7% | -0.5% | +0.9% |
| 3M | +32.3% | +4.2% | +28.1% | +28.9% |
| 6M | +19.1% | -0.6% | +19.8% | +16.3% |
| YTD | -6.5% | +45.0% | -51.5% | -22.8% |
| 1Y | -14.9% | +109.3% | -124.2% | -40.5% |
| 3Y | +151.9% | +180.8% | -28.8% | +43.5% |
| All | +7.4% | +316.1% | -308.6% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SCCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling